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Trade: MASK/USDT/720/VWAP/KCU/9460

Strategy
MASK/USDT/720/VWAP/KCU/9460
Pair
MASK_USDT
Interval
12h
Score
542942
Daily Profit
0.208602
Profit Factor
2.214572
Profitability
82.142857
Streak
132.344971
Best Strategy
Training Data Length
1591.500000
Evaluation Time
2025-10-02 11:16
Expiration Time
2025-11-18 19:52

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 331989.711 168405.3682 163584.3428 473537.6365 -13267.8294 486805.4659
Total P&L (%) 331.9897 168.4054 163.5843 473.5376 -13.2678 486.8055
Avg Daily Profit (%) 0.2086 0.1058 0.1028 0.1098 -0.0089 0.1112
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -96329 -80148 -23881 -370456 -402781 -94090
Profit Factor 2.2146 1.8609 3.1045 1.3952 0.9861 2.9759
Total Trades 84 42 42 84 42 42
Winning Trades 69 37 32 69 37 32
Losing Trades 15 5 10 15 5 10
Profitability (%) 82.1429 88.0952 76.1905 82.1429 88.0952 76.1905
Ratio Avg Win / Avg Loss 0.4814 0.2515 0.9702 0.3033 0.1333 0.93
Largest Winning Trade 41950 41950 24621 93491 93491 85655
Largest Losing Trade -80148 -80148 -23881 -325998 -325998 -77677
Avg Bars in Trades 32 51 13 32 51 13
Avg Bars in Winners 7 8 7 7 8 7
Avg Bars in Losers 146 368 35 146 368 35
Bars Traded 2730 2145 585 2730 2145 585
Profit Streak 132.345 132.345 296.345 132.345 132.345 296.345
Trades During Streak 3 1 3 3 1 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 542942 -45677 -47540 -41444 -575490 -36506
Evaluation Data
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3183,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1630195200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759393005479,
    "expiration_time": 1763488368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 2
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            331989.7110177376,
            168405.3682259505,
            163584.3427917871,
            473537.6364904956,
            -13267.8294151042,
            486805.4659055999
        ],
        [
            331.989711,
            168.405368,
            163.584343,
            473.537636,
            -13.267829,
            486.805466
        ],
        [
            0.208602,
            0.105815,
            0.102786,
            0.109809,
            -0.008944,
            0.111248
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -96329,
            -80148,
            -23881,
            -370456,
            -402781,
            -94090
        ],
        [
            2.214572,
            1.860931,
            3.104512,
            1.395238,
            0.986059,
            2.975882
        ],
        [
            84,
            42,
            42,
            84,
            42,
            42
        ],
        [
            69,
            37,
            32,
            69,
            37,
            32
        ],
        [
            15,
            5,
            10,
            15,
            5,
            10
        ],
        [
            82.142857,
            88.095238,
            76.190476,
            82.142857,
            88.095238,
            76.190476
        ],
        [
            0.481429,
            0.251477,
            0.97016,
            0.303313,
            0.133251,
            0.929963
        ],
        [
            41950,
            41950,
            24621,
            93491,
            93491,
            85655
        ],
        [
            -80148,
            -80148,
            -23881,
            -325998,
            -325998,
            -77677
        ],
        [
            32,
            51,
            13,
            32,
            51,
            13
        ],
        [
            7,
            8,
            7,
            7,
            8,
            7
        ],
        [
            146,
            368,
            35,
            146,
            368,
            35
        ],
        [
            2730,
            2145,
            585,
            2730,
            2145,
            585
        ],
        [
            132.344971,
            132.344971,
            296.344971,
            132.344971,
            132.344971,
            296.344971
        ],
        [
            3,
            1,
            3,
            3,
            1,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            542942,
            -45677,
            -47540,
            -41444,
            -575490,
            -36506
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MASK_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3183,
    "evaluation_days": 1591.5,
    "actual_first_datapoint_time": 1621900800000,
    "first_datapoint_time": 1630195200000,
    "last_datapoint_time": 1759363200000,
    "evaluation_time": 1759393005479,
    "expiration_time": 1763488368000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcu",
        "factors": {
            "length": 193,
            "offset": 0,
            "scalar": 2
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)